IGRO Options History — October 2023 In October 2023, IGRO traded between $56.65 and $60.09. ATM implied volatility averaged 32.1%, placing in the 20.8% IV rank vs the trailing year. The 30-day expected move averaged 8.4%. IV traded above realized volatility by 18.7% (HV 20d: 13.3%). Net GEX was positive for 22 of 22 trading days. Term structure was in contango for 6 of 22 days.
Notable Days 2023-10-31 : Highest Volume — 1 contracts2023-10-31 : Largest IV drop — 63.4% change2023-10-09 : Highest IV Rank — 37.7%2023-10-04 : Largest Expected Move — 10.7%Monthly Statistics Metric Avg Min Max Open Close Price $58.39 $56.65 $60.09 $58.52 $57.52 ATM IV 32.1% 12.7% 44.3% 33.6% 12.7% Expected Move 8.4% 3.6% 10.7% 9.6% 3.6% HV 20d 13.3% 12.0% 14.3% 12.0% 12.9% HV 60d 11.6% 11.1% 12.0% 11.5% 11.8% IV Rank 20.8% 0.0% 37.7% 22.6% 0.0% IV Percentile 53.1% 0.0% 88.1% 65.5% 0.0% Term Structure -1.4% -7.2% 5.9% -4.3% 5.9% VWIV 14.2% 14.2% 14.2% 14.2% 14.2% Skew 25d 30.1% 23.2% 39.4% 36.5% 37.5% Skew 10d 34.7% 27.1% 44.4% 41.5% 42.1% Call IV 25d 23.4% 18.8% 29.2% 27.4% 26.7% Put IV 25d 53.5% 41.9% 68.6% 63.9% 64.2% Bid-Ask Spread % 141.68 137.98 144.97 143.78 140.38 Gamma HHI 1.00 1.00 1.00 1.00 1.00 Net GEX 165 77 225 187 146 Net DEX -975 -1.8K -381 -870 -880 Net VEX -6 -9 -3 -6 -5 Div Yield 0.0% 0.0% 0.0% 0.0% 0.0% Total Volume 0.045 0 1 0 1 Total OI 1 1 1 1 1
Daily Data (22 trading days) Date Price Max Pain ATM IV Exp Move HV 20d IV Rank VWIV Skew 25d Term Str GEX DEX VEX P/C Spread % Call Wall Put Wall Call Vol Put Vol Call OI Put OI 2023-10-02 $58.52 $0.00 33.6% 9.6% 12.0% 22.6% 0.0% 36.5% -4.3% 187 -870 -6 0.00 143.78 N/A N/A 0 0 1 0 2023-10-03 $57.79 $0.00 36.4% 10.4% 12.4% 26.5% 0.0% 38.3% -5.2% 155 -710 -5 0.00 143.49 N/A N/A 0 0 1 0 2023-10-04 $57.90 $0.00 37.2% 10.7% 12.6% 27.7% 0.0% 39.4% -5.3% 134 -764 -6 0.00 143.40 N/A N/A 0 0 1 0 2023-10-05 $58.53 $0.00 36.8% 6.9% 13.4% 27.1% 0.0% 23.2% -1.2% 185 -801 -6 0.00 141.99 N/A N/A 0 0 1 0 2023-10-06 $59.00 $0.00 38.8% 7.0% 13.9% 29.9% 0.0% 23.5% 4.7% 167 -1.1K -7 0.00 137.98 N/A N/A 0 0 1 0 2023-10-09 $59.11 $0.00 44.3% 7.4% 13.1% 37.7% 0.0% 24.3% -2.1% 197 -1.5K -8 0.00 139.93 N/A N/A 0 0 1 0 2023-10-10 $59.78 $0.00 43.9% 7.2% 13.9% 37.1% 0.0% 24.2% -1.3% 215 -1.7K -8 0.00 140.66 N/A N/A 0 0 1 0 2023-10-11 $60.09 $0.00 25.6% 7.3% 14.1% 11.3% 0.0% 24.4% -1.8% 225 -1.8K -9 0.00 141.11 N/A N/A 0 0 1 0 2023-10-12 $59.45 $0.00 30.3% 8.7% 13.5% 17.9% 0.0% 24.9% -7.2% 210 -1.5K -8 0.00 143.11 N/A N/A 0 0 1 0 2023-10-13 $59.20 $0.00 27.2% 7.8% 13.5% 13.6% 0.0% 25.3% -2.0% 217 -960 -6 0.00 141.49 N/A N/A 0 0 1 0 2023-10-16 $59.51 $0.00 26.4% 7.6% 13.8% 12.5% 0.0% 26.8% 1.9% 179 -951 -6 0.00 140.00 N/A N/A 0 0 1 0 2023-10-17 $59.40 $0.00 29.0% 8.3% 13.7% 16.1% 0.0% 27.2% -1.7% 203 -1.5K -8 0.00 140.97 N/A N/A 0 0 1 0 2023-10-18 $58.59 $0.00 28.0% 8.0% 14.3% 14.8% 0.0% 27.7% -3.2% 182 -1.2K -7 0.00 142.15 N/A N/A 0 0 1 0 2023-10-19 $58.00 $0.00 29.7% 8.5% 13.8% 17.2% 0.0% 28.6% -2.9% 151 -604 -4 0.00 141.12 N/A N/A 0 0 1 0 2023-10-20 $57.62 $0.00 29.5% 8.5% 13.8% 16.9% 0.0% 29.4% -2.3% 131 -489 -3 0.00 142.13 N/A N/A 0 0 1 0 2023-10-23 $57.62 $0.00 30.8% 8.8% 13.8% 18.7% 0.0% 31.3% 2.2% 118 -573 -4 0.00 140.72 N/A N/A 0 0 1 0 2023-10-24 $57.73 $0.00 31.2% 9.0% 12.7% 19.3% 0.0% 31.9% 1.5% 105 -449 -3 0.00 140.86 N/A N/A 0 0 1 0 2023-10-25 $57.57 $0.00 31.7% 9.1% 12.6% 20.0% 0.0% 32.6% -4.2% 149 -924 -5 0.00 141.77 N/A N/A 0 0 1 0 2023-10-26 $57.38 $0.00 34.3% 9.8% 12.5% 23.6% 0.0% 33.8% -4.1% 143 -869 -5 0.00 144.97 N/A N/A 0 0 1 0 2023-10-27 $56.65 $0.00 33.5% 9.6% 13.1% 22.5% 0.0% 34.7% 5.9% 77 -381 -3 0.00 143.06 N/A N/A 0 0 1 0 2023-10-30 $57.52 $0.00 34.6% 9.9% 13.6% 24.0% 0.0% 37.3% -5.0% 146 -884 -5 0.00 141.87 N/A N/A 0 0 1 0 2023-10-31 $57.52 $0.00 12.7% 3.6% 12.9% 0.0% 14.2% 37.5% 5.9% 146 -880 -5 0.00 140.38 N/A N/A 0 1 1 0
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